In a close analogy to matching data in Euclidean space, this monograph views parameter estimation as matching of the empirical distribution of data with a model-based distribution. Using an appealing Pythagorean-like geometry of the empirical and model distributions, the book brings a new solution to the problem of recursive estimation of non-Gaussian and nonlinear models which can be regarded as a specific approximation of Bayesian estimation. The cases of independent observations and controlled dynamic systems are ...
Read More
In a close analogy to matching data in Euclidean space, this monograph views parameter estimation as matching of the empirical distribution of data with a model-based distribution. Using an appealing Pythagorean-like geometry of the empirical and model distributions, the book brings a new solution to the problem of recursive estimation of non-Gaussian and nonlinear models which can be regarded as a specific approximation of Bayesian estimation. The cases of independent observations and controlled dynamic systems are considered in parallel; the former case giving initial insight into the latter case which is of primary interest to the control community. A number of examples illustrate the key concepts and tools used. This unique monograph follows some previous results on the Pythagorean theory of estimation in the literature (e.g., Chentsov, Csiszar and Amari) but extends the results to the case of controlled dynamic systems.
Read Less
Add this copy of Recursive Nonlinear Estimation: A Geometric Approach to cart. $51.65, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 1996 by Springer.
Add this copy of Recursive Nonlinear Estimation: A Geometric Approach to cart. $57.81, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 1996 by Springer.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Trade paperback (US). Glued binding. 227 p. Contains: Illustrations, black & white. Lecture Notes in Control and Information Sciences, 216. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Recursive Nonlinear Estimation: a Geometric Approach to cart. $80.09, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1996 by Springer.